+48.5%
FND vs COO
+26.9%
+21.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.2% | +5.5% | +3.4% |
| 7D | -0.8% | -9.0% | +8.2% | +5.4% |
| 30D | -19.6% | -16.8% | -2.8% | -9.2% |
| 3M | -4.3% | -7.5% | +3.1% | +0.6% |
| 6M | -20.4% | -16.3% | -4.2% | -10.9% |
| YTD | -21.9% | -22.5% | +0.7% | -7.8% |
| 1Y | -45.2% | -7.0% | -38.2% | -43.2% |
| 3Y | -49.2% | -27.5% | -21.8% | -40.5% |
| 5Y | -61.8% | -43.3% | -18.5% | -47.5% |
| All | +48.5% | +26.9% | +21.6% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling